| Trading Metrics calculated at close of trading on 16-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,180.0 |
2,130.0 |
-50.0 |
-2.3% |
2,155.0 |
| High |
2,204.0 |
2,178.0 |
-26.0 |
-1.2% |
2,254.0 |
| Low |
2,141.0 |
2,118.0 |
-23.0 |
-1.1% |
2,147.0 |
| Close |
2,145.0 |
2,139.0 |
-6.0 |
-0.3% |
2,210.0 |
| Range |
63.0 |
60.0 |
-3.0 |
-4.8% |
107.0 |
| ATR |
59.4 |
59.4 |
0.0 |
0.1% |
0.0 |
| Volume |
1,599,380 |
1,738,869 |
139,489 |
8.7% |
6,992,651 |
|
| Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,325.0 |
2,292.0 |
2,172.0 |
|
| R3 |
2,265.0 |
2,232.0 |
2,155.5 |
|
| R2 |
2,205.0 |
2,205.0 |
2,150.0 |
|
| R1 |
2,172.0 |
2,172.0 |
2,144.5 |
2,188.5 |
| PP |
2,145.0 |
2,145.0 |
2,145.0 |
2,153.3 |
| S1 |
2,112.0 |
2,112.0 |
2,133.5 |
2,128.5 |
| S2 |
2,085.0 |
2,085.0 |
2,128.0 |
|
| S3 |
2,025.0 |
2,052.0 |
2,122.5 |
|
| S4 |
1,965.0 |
1,992.0 |
2,106.0 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,524.7 |
2,474.3 |
2,268.9 |
|
| R3 |
2,417.7 |
2,367.3 |
2,239.4 |
|
| R2 |
2,310.7 |
2,310.7 |
2,229.6 |
|
| R1 |
2,260.3 |
2,260.3 |
2,219.8 |
2,285.5 |
| PP |
2,203.7 |
2,203.7 |
2,203.7 |
2,216.3 |
| S1 |
2,153.3 |
2,153.3 |
2,200.2 |
2,178.5 |
| S2 |
2,096.7 |
2,096.7 |
2,190.4 |
|
| S3 |
1,989.7 |
2,046.3 |
2,180.6 |
|
| S4 |
1,882.7 |
1,939.3 |
2,151.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,235.0 |
2,118.0 |
117.0 |
5.5% |
55.4 |
2.6% |
18% |
False |
True |
1,466,015 |
| 10 |
2,281.0 |
2,118.0 |
163.0 |
7.6% |
61.2 |
2.9% |
13% |
False |
True |
1,439,172 |
| 20 |
2,306.0 |
2,118.0 |
188.0 |
8.8% |
61.0 |
2.9% |
11% |
False |
True |
1,408,547 |
| 40 |
2,550.0 |
2,118.0 |
432.0 |
20.2% |
57.5 |
2.7% |
5% |
False |
True |
1,302,670 |
| 60 |
2,550.0 |
2,118.0 |
432.0 |
20.2% |
50.8 |
2.4% |
5% |
False |
True |
983,705 |
| 80 |
2,550.0 |
2,118.0 |
432.0 |
20.2% |
46.4 |
2.2% |
5% |
False |
True |
738,002 |
| 100 |
2,550.0 |
2,118.0 |
432.0 |
20.2% |
45.3 |
2.1% |
5% |
False |
True |
590,535 |
| 120 |
2,550.0 |
1,999.0 |
551.0 |
25.8% |
48.3 |
2.3% |
25% |
False |
False |
493,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,433.0 |
|
2.618 |
2,335.1 |
|
1.618 |
2,275.1 |
|
1.000 |
2,238.0 |
|
0.618 |
2,215.1 |
|
HIGH |
2,178.0 |
|
0.618 |
2,155.1 |
|
0.500 |
2,148.0 |
|
0.382 |
2,140.9 |
|
LOW |
2,118.0 |
|
0.618 |
2,080.9 |
|
1.000 |
2,058.0 |
|
1.618 |
2,020.9 |
|
2.618 |
1,960.9 |
|
4.250 |
1,863.0 |
|
|
| Fisher Pivots for day following 16-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,148.0 |
2,164.0 |
| PP |
2,145.0 |
2,155.7 |
| S1 |
2,142.0 |
2,147.3 |
|